Manager - Risk/Digital & Analytics Practice at Michael Page India
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AVP/VP - Quant/Risk Modeling - Re-Insurance (8-12 yrs)
About Our Client
Our client is a leading insurance/reinsurance organization across the globe. With 60+ offices in more than 20 countries they are a world leader in providing risk based solution to leading organizations across the globe. As their business in India is expanding, and are looking for a seasoned professional with team handling experience to help establish their capital modeling team in India.
Reporting into the SVP, your key responsibilities would include:
- Validate the firm wide models used for Risk Management.
- Validate VaR, IRC Models etc
- Provide support for Group level Solvency II initiative
- Assist in delivering quality data and develop standard modeling tools and individual risk modules
- Develop detailed documentation for risk models and aggregation
- Undertake counterparty credit risk and Credit Value Adjustment (CVA)
The Successful Applicant
- You are a Masters from a Tier 1 institution with a minimum 8 years of relevant experience and certifications such as FRM, PRM, CFA shall be preferred
- Hands on experience in VaR computation and thorough understanding of Incremental Risk Charge (IRC)
- Strong experience in developing advanced stochastic and financial models
What's On Offer
Excellent work life balance in a very meritocratic culture with leading MNC. This role would offer you variation, stability and career progression in addition to a highly competitive compensation.
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